+39.3%
DOCS vs ARWR
-16.6%
+55.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.8% | +6.3% |
| 7D | +1.2% | +2.4% | -1.2% | +1.2% |
| 30D | +21.3% | -1.1% | +22.4% | +21.0% |
| 3M | +58.4% | -31.2% | +89.6% | +55.5% |
| 6M | +39.3% | -19.3% | +58.6% | +41.9% |
| All | +39.3% | -16.6% | +55.9% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling